Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'550 CHF | 505'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'872 CHF | 505'372 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'437 CHF | 504'937 CHF | 98.26% | 98.26% |
07.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'305 CHF | 504'805 CHF | 99.45% | 99.45% |
06.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'052 CHF | 505'552 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'472 CHF | 504'712 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'316 CHF | 503'816 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'489 CHF | 505'989 CHF | 99.23% | 99.23% |
29.04.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'171 CHF | 505'671 CHF | 100.00% | 100.00% |
26.04.2024 | 0.48% | 100.50 % | 100.80 % | 500'000 | 500'000 | 416'851 | 416'851 | 418'167 CHF | 419'511 CHF | 67.63% | 67.63% |